Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.279017 0.304890 0.332908 0.365641 0.403012 0.444561 0.494544
2025-02-16 0.241297 0.273757 0.310825 0.356697 0.412521 0.479015 0.565391
2025-02-23 0.210914 0.245906 0.287460 0.341178 0.409888 0.496416 0.616288
2025-03-02 0.187299 0.223129 0.267027 0.325831 0.404240 0.507810 0.659718
2025-03-09 0.174492 0.212149 0.259681 0.325594 0.417191 0.544209 0.742022
2025-03-16 0.166903 0.206880 0.258802 0.333270 0.441102 0.598247 0.858964
2025-03-23 0.158869 0.200203 0.255224 0.336504 0.458615 0.644860 0.972937
2025-03-30 0.151103 0.193180 0.250412 0.337218 0.472062 0.686607 1.086838
2025-04-06 0.143425 0.185659 0.244193 0.335060 0.480497 0.721003 1.194516
2025-04-13 0.133765 0.174717 0.232255 0.323108 0.471791 0.724954 1.244661
2025-04-20 0.128871 0.170217 0.229305 0.324637 0.485150 0.769038 1.385245
2025-04-27 0.123325 0.164418 0.223992 0.321876 0.490766 0.799568 1.504318
2025-05-04 0.117902 0.158651 0.218576 0.318863 0.496266 0.832017 1.640320
2025-05-11 0.113868 0.154709 0.215672 0.319696 0.508687 0.880069 1.829381
2025-05-18 0.108075 0.147815 0.207748 0.311406 0.503301 0.890668 1.925397
2025-05-25 0.102251 0.140604 0.198931 0.300935 0.492723 0.888679 1.986883
2025-06-01 0.099490 0.137955 0.197221 0.302684 0.505915 0.940961 2.224832
2025-06-08 0.098257 0.137584 0.199120 0.310908 0.532813 1.029463 2.615813
2025-06-15 0.096212 0.135825 0.198609 0.314675 0.551007 1.100963 2.988619
2025-06-22 0.093812 0.133378 0.196797 0.315854 0.563833 1.161660 3.357242
2025-06-29 0.091055 0.130234 0.193632 0.314216 0.570318 1.207123 3.693255
2025-07-06 0.086874 0.124621 0.185989 0.303476 0.555448 1.191889 3.756696
2025-07-13 0.085029 0.122751 0.184706 0.305005 0.568587 1.257898 4.243741